Anic Equity¶

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Total return since start: 0.608 %¶

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Equity now: -----------------------------> 49132.43 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45070.89 Kr¶

PnL: ---------------------------------------> 14.89 Kr¶

DD now: ---------------------------------> -7.507 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-05 15:27:33.574068'

Anic Portfolio¶

Today¶

Return: -1.179 %¶

This Week¶

Return: -0.346 %¶

Total portfolio value¶

Return including deposits: 60.847 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 -0.010000 1667.520000 198.520000 13.510000 1468.999998
Orrön Energy 180 -1.590000 2167.200000 124.200000 6.080000 2043.000000
Atrium Ljungberg B 5 -0.250000 992.500000 57.500000 6.150000 935.000000
Sagax B 4 0.760000 904.000000 50.000000 5.850000 854.000000
Sagax A 4 0.000000 896.000000 42.000000 4.920000 854.000000
Catena 2 -1.140000 829.200000 37.200000 4.700000 792.000000
Hoist Finance 35 -0.170000 1015.000000 35.000000 3.570000 980.000000
Hexatronic Group 12 -0.170000 1000.080000 33.080000 3.420000 966.999996
JM 6 -1.260000 891.000000 27.000000 3.130000 864.000000
Platzer Fastigheter Holding B 12 -3.650000 982.800000 21.800000 2.270000 960.999996
OX2 13 1.290000 967.200000 17.200000 1.810000 949.999999
Biotage 7 -0.510000 952.700000 11.700000 1.240000 940.999997
Bilia A 8 -0.610000 910.400000 10.400000 1.160000 900.000000
HEXPOL B 9 0.000000 1027.800000 6.800000 0.670000 1020.999996
Gränges 9 -0.860000 934.200000 6.200000 0.670000 927.999999
VEF 909 -2.950000 1852.540000 2.540000 0.140000 1850.000436
BioGaia B 8 -2.100000 930.400000 0.400000 0.040000 930.000000
AcadeMedia 8 -1.480000 400.400000 -1.600000 -0.400000 402.000000
Byggmax Group 33 -2.580000 948.420000 -7.580000 -0.790000 956.000001
Sedana Medical 93 -5.660000 2511.000000 -10.000000 -0.400000 2521.000011
EQT 4 -1.870000 820.800000 -11.200000 -1.350000 832.000000
Clas Ohlson B 12 -2.260000 961.800000 -11.200000 -1.150000 972.999996
ASSA ABLOY B 3 -1.580000 767.400000 -11.600000 -1.490000 779.000001
Alimak Group 11 -0.720000 911.900000 -16.100000 -1.730000 927.999996
Creaspac SPAC 39 0.000000 3697.200000 -20.800000 -0.560000 3717.999987
Addnode Group B 11 -0.610000 896.500000 -24.500000 -2.660000 921.000003
Nordic Waterproofing Holding 7 -1.170000 942.200000 -24.800000 -2.560000 966.999999
INVISIO 16 1.110000 3656.000000 -33.000000 -0.890000 3689.000000
SKF B 5 -1.280000 906.500000 -33.500000 -3.560000 940.000000
Indutrade 5 -0.970000 1178.500000 -39.500000 -3.240000 1218.000000
Latour B 4 -0.490000 812.000000 -45.000000 -5.250000 857.000000
Bufab 3 -0.630000 1044.000000 -65.000000 -5.860000 1109.000001
Vitec Software Group B 2 -3.590000 1021.000000 -66.000000 -6.070000 1087.000000
BHG Group 97 -1.900000 1355.090000 -103.910000 -7.120000 1458.999989
Hexagon B 26 -3.070000 3328.000000 -133.000000 -3.840000 3461.000010
TOTAL 45079.250000 23.250000 -7.49159% 45056.000411

Updated:¶

'2023-07-05 15:26:38.660788'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶